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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$47.4B
AUM Growth
+$2.21B
Cap. Flow
+$738M
Cap. Flow %
1.56%
Top 10 Hldgs %
12.24%
Holding
4,128
New
300
Increased
2,047
Reduced
1,599
Closed
129

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$184M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$84.4M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$61.1M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$45.7M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$41.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$197M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$119M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
+$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$33M

Sector Composition

Rank Sector Weight
1 Financials 13.72%
2 Technology 12.92%
3 Healthcare 12.32%
4 Industrials 9.35%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
OSIS icon
1926
OSI Systems
OSIS
$3.56B
$2.12M ﹤0.01%
29,928
+8,060
+37% +$550K
STRZA
1927
DELISTED
Starz - Series A
STRZA
$2.12M ﹤0.01%
71,296
-4,279
-6% -$132K
NTGR icon
1928
NETGEAR
NTGR
$621M
$2.12M ﹤0.01%
59,482
+20,148
+51% +$682K
ROG icon
1929
Rogers Corp
ROG
$2.07B
$2.12M ﹤0.01%
25,985
+3,341
+15% +$223K
RUSHA icon
1930
Rush Enterprises Class A
RUSHA
$6.33B
$2.12M ﹤0.01%
148,545
+14,076
+10% +$216K
TMX
1931
DELISTED
Terminix Global Holdings, Inc.
TMX
$2.11M ﹤0.01%
+117,598
New +$1.96M
GLF
1932
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$2.11M ﹤0.01%
86,380
+21,039
+32% +$586K
BYM
1933
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.11M ﹤0.01%
146,593
+11,546
+9% +$162K
MFC icon
1934
Manulife Financial
MFC
$73B
$2.11M ﹤0.01%
110,423
+11,429
+12% +$216K
HOMB icon
1935
Home BancShares
HOMB
$6.32B
$2.1M ﹤0.01%
130,724
+18,520
+17% +$287K
BCPC
1936
Balchem Corp
BCPC
$5.29B
$2.1M ﹤0.01%
31,544
-137
-0.4% -$8.55K
VOLC
1937
DELISTED
VOLCANO CORPORATION COM STK
VOLC
$2.1M ﹤0.01%
117,390
+88,316
+304% +$1.06M
KBH icon
1938
KB Home
KBH
$3.49B
$2.1M ﹤0.01%
126,703
-13,572
-10% -$218K
ZINC
1939
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$2.1M ﹤0.01%
132,407
-34,574
-21% -$532K
FRME icon
1940
First Merchants
FRME
$2.71B
$2.09M ﹤0.01%
91,937
-9,916
-10% -$216K
BSMX
1941
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$2.09M ﹤0.01%
201,822
-111,356
-36% -$1.3M
ESL
1942
DELISTED
Esterline Technologies
ESL
$2.09M ﹤0.01%
19,044
-2,073
-10% -$233K
ESE icon
1943
ESCO Technologies
ESE
$7.82B
$2.08M ﹤0.01%
56,505
-97
-0.2% -$3.47K
CTBI icon
1944
Community Trust Bancorp
CTBI
$1.44B
$2.08M ﹤0.01%
56,743
+311
+0.6% +$11.1K
CRAY
1945
DELISTED
Cray, Inc.
CRAY
$2.07M ﹤0.01%
60,141
-537
-0.9% -$17.1K
AIT icon
1946
Applied Industrial Technologies
AIT
$12.3B
$2.07M ﹤0.01%
45,481
-6,615
-13% -$309K
SCSC icon
1947
Scansource
SCSC
$1.17B
$2.07M ﹤0.01%
51,512
-106
-0.2% -$3.98K
CHMT
1948
DELISTED
Chemtura Corporation
CHMT
$2.06M ﹤0.01%
83,322
-2,776
-3% -$64.5K
MFL
1949
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$2.06M ﹤0.01%
144,153
+2,422
+2% +$34.1K
DCOM
1950
DELISTED
Dime Community Bancshares
DCOM
$2.06M ﹤0.01%
126,464
+1,881
+2% +$28.7K
76 77
78
79 80

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PSUF
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BAM
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Parametric Portfolio Associates's Q4 2014 Portfolio in Review

As of Q4 2014, Parametric Portfolio Associates held 4,128 positions worth $47.4B, up 4.9% from $45.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2014 filing shows 300 new, 2,047 increased, 1,599 reduced and 129 closed positions. Its largest new stake was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $197M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2014 buy was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2014, an estimated $184M increase.
  • Parametric Portfolio Associates's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $197M.
  • Parametric Portfolio Associates fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $78M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $47.4B portfolio in Q4 2014.
  • Parametric Portfolio Associates opened 300 new positions and closed 129 in Q4 2014.
  • Parametric Portfolio Associates's portfolio value rose 4.9% quarter-over-quarter to $47.4B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2014, filed 11 Feb 2015.